Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264595.3297 | 62769.911 | 201825.4186 | 136864.7745 | -5157.6346 | 142022.4092 |
Total P&L (%) | 264.5953 | 62.7699 | 201.8254 | 136.8648 | -5.1576 | 142.0224 |
Avg Daily Profit (%) | 0.1792 | 0.0425 | 0.1367 | 0.0584 | -0.0036 | 0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161459 | -84829 | -81862 | -363750 | -229657 | -188652 |
Profit Factor | 1.45 | 1.1817 | 1.8319 | 1.1268 | 0.9916 | 1.3055 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 54 | 19 | 35 | 54 | 19 | 35 |
Losing Trades | 63 | 39 | 24 | 63 | 39 | 24 |
Profitability (%) | 46.1538 | 32.7586 | 59.322 | 46.1538 | 32.7586 | 59.322 |
Ratio Avg Win / Avg Loss | 1.6917 | 2.4257 | 1.2562 | 1.3147 | 2.0354 | 0.8952 |
Largest Winning Trade | 115810 | 115810 | 65356 | 235944 | 235944 | 85148 |
Largest Losing Trade | -25564 | -22825 | -25564 | -69117 | -69117 | -64222 |
Avg Bars in Trades | 146 | 123 | 169 | 146 | 123 | 169 |
Avg Bars in Winners | 208 | 190 | 218 | 208 | 190 | 218 |
Avg Bars in Losers | 93 | 90 | 96 | 93 | 90 | 96 |
Bars Traded | 17141 | 7159 | 9982 | 17141 | 7159 | 9982 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301315 | -343141 | -183668 | -197099 | -765038 | -289991 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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